Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.551089 0.617241 0.691314 0.781024 0.887565 1.011113 1.166789
2025-01-19 0.455708 0.533889 0.627199 0.748478 0.904521 1.102267 1.378126
2025-01-26 0.408582 0.496028 0.605901 0.757366 0.966244 1.253071 1.693944
2025-02-02 0.373806 0.467238 0.589751 0.767362 1.027777 1.412747 2.062560
2025-02-09 0.340842 0.436010 0.565150 0.760283 1.061621 1.536826 2.410923
2025-02-16 0.317504 0.414723 0.550832 0.764574 1.111397 1.694290 2.865690
2025-02-23 0.289728 0.384241 0.519631 0.738458 1.107213 1.758767 3.166532
2025-03-02 0.264090 0.354490 0.486384 0.704590 1.083928 1.783037 3.392033
2025-03-09 0.251486 0.342635 0.478685 0.710471 1.129820 1.946640 3.995509
2025-03-16 0.245254 0.339599 0.483974 0.738120 1.219259 2.219173 5.007060
2025-03-23 0.236493 0.331890 0.480947 0.750708 1.281862 2.451401 6.052578
2025-03-30 0.227994 0.323880 0.476576 0.760101 1.339415 2.688521 7.284937
2025-04-06 0.216882 0.311342 0.464268 0.754684 1.368029 2.871677 8.518972
2025-04-13 0.202204 0.292135 0.439205 0.722419 1.333073 2.880137 9.080095
2025-04-20 0.195451 0.285423 0.435083 0.730183 1.389596 3.159747 11.155504
2025-04-27 0.189454 0.279536 0.431867 0.739281 1.451106 3.478880 13.916279
2025-05-04 0.181576 0.269994 0.421379 0.732327 1.472432 3.682533 16.381254
2025-05-11 0.175854 0.263766 0.416401 0.736271 1.522173 4.003546 20.374729
2025-05-18 0.166684 0.251118 0.398764 0.711395 1.492320 4.032156 22.140015
2025-05-25 0.157178 0.237468 0.378515 0.679171 1.438299 3.955854 22.875250
2025-06-01 0.153164 0.233204 0.375591 0.684740 1.489045 4.308143 29.100564
2025-06-08 0.151919 0.233705 0.381662 0.710997 1.603838 4.989050 43.071550
2025-06-15 0.149019 0.231082 0.381501 0.722943 1.679720 5.552201 60.360063